It stands for "shaking my head" — meaning, the person who sent you that message can't believe you/the situation right now. Depending on the context of the conversation, the term can give off vibes ranging from "I'm confused" to "WTF?!" ...
If you are new to Snapchat,SMHcan be a very confusing initialism. If you do not know the meaning, you may not know how to respond to the text or, even worse, send the wrong response. In social media apps and chat rooms,SMHmeansShaking My Head. It is commonly used to express disbel...